Australian Federal Police (AFP) Commissioner Mick Keelty says officers are following a money trail as part of their investigations into Indian doctor Mohamed Haneef.

SBS television's Dateline program has revealed an Indian police dossier on Dr Haneef, which claims he had someone else's bank locker key in his possession when taken in for questioning by Australian police.

Dr Haneef has returned to India after an Australian charge of recklessly supporting a terrorist organisation was dropped.

But speaking to ABC Radio's AM program this morning, Commissioner Keelty said Dr Haneef's financial transactions remained very much a part of the investigation.

"Part of the ongoing investigation is to look at all avenues of inquiry," he said. "Some of those avenues of inquiry I can confirm relate to financial transactions.

"But as I keep saying, this is a very much an ongoing investigation, it's a live investigation and we need to let the investigation take its course."

The dossier obtained by Dateline also said that Dr Haneef had "alleged links with Al Qaeda" and "must have come into contacts with the members of terrorist entities and assisted."

The document does not provide any evidence and it is not clear whether police were just outlining suspicions to be further investigated.

Commissioner Keelty says he was previously unaware of the dossier.

Dr Haneef's Australian lawyer Peter Russo says his client has no connection to Al Qaeda and has dismissed the dossier's claim as a "vague reference".

The dossier appears to have been compiled after Dr Haneef's arrest and gives a one-paragraph outline of his detention in Australia.

The allegations were not put to Dr Haneef when he held a brief press conference in Bangalore overnight.

But he did say an Internet chatroom conversation with his brother had been taken out of context.

"If you go through the full chat you would understand it better," he said.

When asked if it was quoted out of context, he replied: "Yes, I mean I can't really say now at this moment but once you get the whole chat you will be able to understand what it is and what it means.